-13.3%
F vs CTAS
+116.8%
-130.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.2% |
| 7D | +1.0% | +0.7% | +0.3% | +0.6% |
| 30D | +2.1% | +11.3% | -9.2% | -3.5% |
| 3M | -10.3% | +11.4% | -21.7% | -15.4% |
| 6M | +3.3% | +35.6% | -32.4% | -13.5% |
| YTD | -2.0% | +20.7% | -22.7% | -12.6% |
| 1Y | -2.3% | +22.8% | -25.1% | -13.9% |
| 3Y | +49.9% | +73.4% | -23.5% | -5.1% |
| All | -13.3% | +116.8% | -130.1% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling